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Optimization and Engineering

, Volume 17, Issue 2, pp 263–287 | Cite as

Variations and extension of the convex–concave procedure

  • Thomas LippEmail author
  • Stephen Boyd
Article

Abstract

We investigate the convex–concave procedure, a local heuristic that utilizes the tools of convex optimization to find local optima of difference of convex (DC) programming problems. The class of DC problems includes many difficult problems such as the traveling salesman problem. We extend the standard procedure in two major ways and describe several variations. First, we allow for the algorithm to be initialized without a feasible point. Second, we generalize the algorithm to include vector inequalities. We then present several examples to demonstrate these algorithms.

Keywords

Convex optimization Convex concave procedure Sequential optimization Difference of convex programming 

Notes

Acknowledgments

We would like to thank our many reviewers for their comments which improved this paper and in particular for highlighting much of the recent work in DCA. This research was made possible by the National Science Foundation Graduate Research Fellowship, Grant DGE-1147470 and by the Cleve B. Moler Stanford Graduate Fellowship.

Supplementary material

11081_2015_9294_MOESM1_ESM.zip (127 kb)
Supplementary material 1 (zip 127 KB)

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© Springer Science+Business Media New York 2015

Authors and Affiliations

  1. 1.Stanford UniversityStanfordUSA
  2. 2.Stanford UniversityStanfordUSA

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